Responsibilities

• To establish and maintain a robust modelernance frameworks, policies, and procedures consistent with regulatory requirements and industry best practices. This includes documentation standards, model inventory management, and approval workflows.
• To lead the model development and validation of all models used across various business functions, including credit risk, market risk, liquidity risk, fraud detection, pricing, and customer segmentation.
• Conduct thorough assessments of model conceptual soundness, data quality, implementation accuracy, and performance via statistical testing.
• Provide guidance on model selection, development methodologies, and validation techniques.
• Develop and implement risk mitigation strategies, such as model recalibration, scenario analysis, stress testing, and model limitations disclosure.

Requirements :

EA Reg. No. : R1105334

EA Licence No. 16S7919

Job ID 40370